V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:103.10% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.54 | |
| 0.2202 | 17.54 | |
| 0.8077 | 135.34 | |
| -0.1563 | -8.95 |
Estimation Period:
Jan 2, 2008 to Jul 25, 2025
Jan 2, 2008 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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